ON THE UNIQUENESS OF THE MARTINGALE PROBLEM
DOI10.1142/S0129167X96000426zbMath0871.47032MaRDI QIDQ2785296
Odimboleko Okitaloshima, Jan A. Van Casteren
Publication date: 8 April 1997
Published in: International Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0129167x96000426
maximum principle; linear operator; Feller semigroup; martingale problem; well-posed; pseudo differential operators; Korovkin property; Stone property; second countable locally compact Hausdorff space
60J25: Continuous-time Markov processes on general state spaces
47D06: One-parameter semigroups and linear evolution equations
47D07: Markov semigroups and applications to diffusion processes
60G46: Martingales and classical analysis
35S10: Initial value problems for PDEs with pseudodifferential operators
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